-9.7%
COR vs SWK
+21.0%
-30.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.8% |
| 7D | +2.8% | -0.4% | +3.2% | +2.7% |
| 30D | +4.5% | -5.7% | +10.3% | +4.1% |
| 3M | +22.7% | +24.1% | -1.4% | +24.6% |
| 6M | -9.7% | +24.7% | -34.4% | -7.6% |
| All | -9.7% | +21.0% | -30.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling